check trace plots for number of variables selected in successive iterations

Check trace plots for some coefficients

trace plots of a few variables with low average Pr(variables selected)

trace plots of a few variables with high average Pr(variables selected)

trace plots of a few variables with medium average Pr(variables selected)

Check if $X_{\rm train}$ and $X_{\rm test}$ are full-ranked

Check trace plot for coefficient of determination $R^2$